# NOT RUN {
# Load data
wmt <- wmt2[,7:24]
# }
# NOT RUN {
# Estimate EGA model
ega.wmt <- EGA(data = wmt, model = "glasso")
# }
# NOT RUN {
# Compute entropy indices
tefi(data = ega.wmt$correlation, structure = ega.wmt$wc)
# }
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